I did not want to miss out on this one because I want to mention a connect item that I logged last year which is still active.

This is an enhancement request for SQL Server where I got the idea from SQL database (Azure).

Wait Stats is my “go-to” thing, when you want to dig into performance issues everyone knows you will probably end up using sys.dm_os_wait_stats. You cannot use this in the Azure world, you have to use a DMV that is scoped to the database level. I think this would be a nice idea to have with the “earth” based SQL Servers – the ability to return information about all the waits encountered by threads that executed at the database level.